+6.1%
DASH vs KEYS
+156.6%
-150.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.8% |
| 7D | -9.4% | +0.9% | -10.4% | -10.0% |
| 30D | -5.2% | -5.3% | +0.1% | -3.1% |
| 3M | +33.1% | +0.5% | +32.6% | +28.8% |
| 6M | +18.3% | +14.0% | +4.3% | +3.2% |
| YTD | -11.2% | +60.3% | -71.5% | -41.3% |
| 1Y | -21.9% | +91.3% | -113.2% | -55.3% |
| 3Y | +144.7% | +146.1% | -1.5% | +4.5% |
| 5Y | -4.4% | +80.8% | -85.2% | -48.6% |
| All | +6.1% | +156.6% | -150.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling